Bank of Japan
Financial Markets Department
| Instrument | Amounts of Competitive Bid* |
Amounts of Successful Bid* |
Pro-rata Rate/Yield Spread** /Price Spread*** |
Non-pro- rata Rate/Yield Spread** /Price Spread*** |
Average Successful Bid Rate/Yield Spread** /Price Spread*** |
Allocation on a Pro- rata Basis Rate |
|---|
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 4,987 | 4,250 | -0.019 | -0.009 | 46.1 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,047 | 5,002 | -0.008 | -0.005 | 70.4 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 14,342 | 5,754 | -0.002 | 0.005 | 17.9 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,350 | 503 | 0.110 | 0.116 | 22.6 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 9,395 | 9,395 | -1.100 | -2.445 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 36,496 | 36,496 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation****** | 186 | 186 | -0.350 | -0.353 | ||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)******* | 0 | 0 | ||||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)******** | 0 | 0 | ||||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)********* | 0 | 0 |
| * For the case of US Dollar Funds-Supplying Operations against Pooled Collateral, the figures are represented in million U.S. dollars. |
| ** These figures represent the yield spreads in Outright purchases of T-Bills, Outright sales of T-Bills, Outright purchases of JGBs (residual maturity of up to 1 year, more than 1 year and up to 5 years, more than 1 year and up to 3 years, more than 3 years and up to 5 years, more than 5 years and up to 10 years, more than 10 years, more than 10 years and up to 25 years, and more than 25 years). |
| *** These figures represent the price spreads in Outright purchases of JGBs (floating-rate bonds and inflation-indexed bonds) (unit of price spread is yen). |
| **** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation were as follows (amount in 100 million yen): 10-year JGB #367 (3,021); #368 (3,179); and #369 (3,195). |
| ***** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation were as follows (amount in 100 million yen): 2-year JGB #425 (39); #426 (45); #433 (255); #443 (356); 5-year JGB #146 (427); #155 (1,178); 10-year JGB #350 (166); #351 (559); #352 (372); #353 (231); #354 (1,045); #355 (819); #356 (465); #357 (810); #358 (6,396); #359 (6,261); #360 (4,304); #361 (1,228); #362 (2,437); #363 (2); #364 (1,247); #365 (3,289); #366 (3,760); 20-year JGB #97 (130); #115 (1); #122 (16); #178 (80); 30-year JGB #2 (37); #4 (32); #6 (10); 40-year JGB #6 (496); Inflation-indexed bond #20 (2); and #22 (1). |
| ****** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation were as follows (amount in 100 million yen): 10-year JGB #357 (124); #366 (43); and 30-year JGB #18 (19). |
| ******* Bonds subject to the Bank's purchases are the three on-the-run issues. |
| ******** The bond subject to the Bank's purchases is 10-year JGB #358. |
| ********* The bond subject to the Bank's purchases is 10-year JGB #359. |